I have a Macbook Pro and I want to build the Linux Kernel. Can I build 3.3.6 on my Mac? How?
There's an excellent site for newbies about Linux Kernel, it's called kernelnewbies.
You'll find on it an excellent tutorial explaining how you can get the source, configure and compile the Linux Kernel.
But, beware, it's not an easy task. There's really many many many options to look at and to understand before you can start to build a decent one. It can be a little more complicated on Mac OS X, since you won't have any oldconfig ready to recompile.
BTW, there's also an interesting book made by Greg Kroah-Hartman.